All Models Are Useful: Bayesian Ensembling for Robust High Resolution COVID-19 Forecasting

Timely, high-resolution forecasts of infectious disease incidence are useful for policy makers in deciding intervention measures and estimating healthcare resource burden. In this paper, we consider the task of forecasting COVID-19 confirmed cases at the county level for the United States. Although multiple methods have been explored for this task, their performance has varied across space and time due to noisy data and the inherent dynamic nature of the pandemic. We present a forecasting pipeline which incorporates probabilistic forecasts from multiple statistical, machine learning and mechanistic methods through a Bayesian ensembling scheme, and has been operational for nearly 6 months serving local, state and federal policymakers in the United States. While showing that the Bayesian ensemble is at least as good as the individual methods, we also show that each individual method contributes significantly for different spatial regions and time points. We compare our model's performance with other similar models being integrated into CDC-initiated COVID-19 Forecast Hub, and show better performance at longer forecast horizons. Finally, we also describe how such forecasts are used to increase lead time for training mechanistic scenario projections. Our work demonstrates that such a real-time high resolution forecasting pipeline can be developed by integrating multiple methods within a performance-based ensemble to support pandemic response.